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yenwod
994 posts
US govt shutdown Polymarket contract observations 1. Often 50k liquidity close to the touch, 5m contracts traded all day 2. Books moved together but not in lockstep 3. Click trader placed at 80c, 10x bigger than the rest of the book, and adjusted the order manually
00:00- Hyperliquid and Polymarket both have markets on Monad's token price, one as a perp, the other a binary. The two prices move in interesting ways. Observations: 1. Volatility realized by Hyperliquid's contract (15-minute bars) was much higher at listing, but converged with
- this turned out to be useful for looking at spreads on the Friday contract
anyone know how to consume a feed of all order books on polymarket without opening 280 websockets? - There's a lot going on in this chart. During the crash, correlations spiked (see clustering on the top plot). A few symbols were more idiosyncratic, plausibly for mechanistic reasons. 1. HYPE has price drivers besides market beta, perhaps assistance fund purchases fueled by
00:00 - if LMAX chads were building this today, do we think they would just use a Raft library instead of primary/secondary failover? or write a custom VSR implementation Tigerbeetle style?
- if you like puzzles and making computers go fast, try this new highload dot fun problem
- anyone know how to consume a feed of all order books on polymarket without opening 280 websockets?
- Replying to @elletwocachethis is a nice overview at one level more micro arxiv.org/pdf/2401.10722
- Replying to @macrocephalopod and @quantymacro
- Replying to @loraclexyzwhile you're at it have you tried setting the keep-alive header lol
- Replying to @0x94305first cancels, then post-only orders (both placements and amends), then everything else, regardless of sender ordering within each group is fcfs
- Replying to @fozzydiablohard to tell from this chart, but in the tick data, you see other orders flickering and repricing as mid moves this one just hangs out at 80c, is eventually top of book, takes fills for a while, then retreats could be API but has UI clicking vibes
